I always stick anything that I want to keep, but don't want to weigh me down, in the lockers at my house. One of every (useful) weapon, some armours (for repairs, or just in case of future needs), building materials, a supply of Nuka-Cola in the vending machine, etc. That way I can decide which weapons to take with me depending on what I think I might be doing, so that I don't have to lug around a Fat Man unless I know I'm likely to face a Behemoth (i.e. when I go looking for one). Also means I have a supply of weapons, even rare ones, for any repairs I might need to make.